Rather than have the unfriendly http://yourblog.com/?p=16 style URLs to blog entries, it is possible to have something more user friendly such as http://yourblog.com/2008/07/name-of-post/. This is important, because it is by these names that the blogs are found in search engines and blog to blog references.
WordPress describes how this can be done here.
However, on Webfaction, the [...]

My company (www.thesecurityconsortium.net) uses GoDaddy for Domain names, DNS, Website and blog hosting. The blog service is ok but unsophisticated, I needed something I could customize more. So as part of my initiative to move the entire web to Webfaction I decided to move the blog over.
This created an interesting problem. The domain name thesecurityconsortium.net [...]